Data Scientist (Risk Modeller)

Tasks

• Assess modelling options
• Automate credit risk model monitoring
• Communicate technical results to business colleagues
• Defend model choices with stakeholders
• Develop credit risk models
• Identify and transform data sources
• Maintain R and Python monitoring code
• Perform model monitoring
• Produce periodic monitoring reports

Perks/Benefits

• Additional vacation
• Flexible working hours
• Health days
• Health insurance
• Hybrid work
• Paid leave for military training
• Special offers for company products and services
• Training and development
• Volunteer time off
• Wellbeing resources
• Work from EU Iceland Switzerland and UK up to 90 days per year

Skills/Tech-stack

Basel | Credit Risk | EBA | ESG modeling | Excel | IFRS 9 | Internal Ratings | Internal Ratings Based | Model Governance | Model Monitoring | Model Risk Management | Model risk | Multivariate Regression | PowerPoint | Python | R | Risk Management | SQL | Statistical modeling | Word